Author

Now showing items 1-2 of 2

    • Stochastic maximum principle for switching systems 

      Agayeva, C.A.; Abushov, G. (2012 4th International Conference "Problems of Cybernetics and Informatics", PCI 2012 - Proceedings, 2012)
      This paper provides necessary conditions of optimality, in the form of a maximum principle, for optimal control problems of switching systems. Dynamics of the constituent processes take the form of stochastic differential ...

    • Stochastic Maximum Principle for Switching Systems 

      Aghayeva, C.; Abushov, G. (IEEE, 2012)
      This paper provides necessary conditions of optimality, in the form of a maximum principle, for optimal control problems of switching systems. Dynamics of the constituent processes take the form of stochastic differential ...